+6.0%
DT vs GRAB
-19.7%
+25.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.5% | -12.0% | +9.4% | -0.1% |
| 30D | +3.5% | -19.5% | +23.1% | +8.0% |
| 3M | +26.7% | -8.0% | +34.7% | +28.7% |
| 6M | +36.1% | -22.2% | +58.4% | +42.3% |
| YTD | +18.6% | -39.7% | +58.3% | +30.2% |
| 1Y | +7.9% | -43.2% | +51.1% | +19.3% |
| All | +6.0% | -19.7% | +25.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GRAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling